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Insurance: Mathematics and Economics

Volumn 35, Issue 2 SPEC. ISS., 2004, Pages 245-254

A ruin model with dependence between claim sizes and claim intervals

(2) Albrecher, Hansjörg a Boxma, Onno J b

a GRAZ UNIVERSITY OF TECHNOLOGY (Austria)

b EINDHOVEN UNIVERSITY OF TECHNOLOGY (Netherlands)

Author keywords

Dependence; Laplace transform; Ruin model; Ruin probability

Indexed keywords

EID: 4644244665 PISSN: 01676687 EISSN: None Source Type: Journal
DOI: 10.1016/j.insmatheco.2003.09.009 Document Type: Article

Times cited : (110)

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